Hi winged doom!
Just my two-cents.... Get ready!!
lol
First off, the girl looks like she's hurt and/or falling asleep animation-wise. She could just bounce back and forth like a typical "fighter" or streets of rage kind of animation (but more subtle of course) so that you can emphasize that she's a girl. With the back of a big-muscled brawler, you kind of need details like hair flowing in the wind or some subpixel animation to emphasize at least one or two traits that say "girl" -- and unfortunately the "dress" / "skirt" doesn't do that well enough since it reads more as a tail or something else than a skirt/dress thing to me.
As for the flying-female -- I was seriously convinced this was a Sephiroth-style male (since the breasts didn't really come across to me with the dark clothing). The silhouette was unfortunately what kills it completely for me though -- the waist isn't small enough to emphasize the "heart" shape of the hips from this angle.
Take a look at Ayla from Chrono Trigger.
She definitely comes across more as female (and in less pixels too!) than your boss character, so there is definitely something you can do if you study her a bit. She's at a similar angle to your character (albeit a little less stylized), so she's definitely a good study case.
You've got a great-looking setup with your environment there -- I like it a lot. It made me think of old games like YS too.
I also like the Imp and fire animations -- but, for some reason, they (when combined with the whole image there) make me want stylized human characters too (to match the "character" of the imps a bit more -- They seem really charming and lively compared to the two "main" characters, who are a bit less "colorful" comparatively-speaking.)
Sorry if my critique was too heavy-handed -- To me, it's more valuable to hear what others really see in my hard work than for them to just give me praise for it. I'd rather be shot down early (rather than later, after the game is released) since I can fix it better now than I can later... ;P
Overall though, I like it a lot! -- I'd really like to see an improved version of the characters!